XML 58 R49.htm IDEA: XBRL DOCUMENT v3.5.0.2
RISK MANAGEMENT AND FINANCIAL INSTRUMENTS - CHANGES IN LEVEL 3 AND OTHER FINANCIAL INSTRUMENTS (Details) - CAD
CAD in Millions
6 Months Ended
Jun. 30, 2016
Jun. 30, 2015
Dec. 31, 2015
Changes in net fair value of derivative assets and liabilities classified as Level 3 in the fair value hierarchy      
Level 3 net derivative asset at beginning of period CAD 54 CAD 149  
Total loss      
Included in earnings (96) (49)  
Included in OCI (8) (22)  
Settlements (126) (152)  
Level 3 net derivative asset at end of period (176) (74)  
Amount of transfer of fair value of liabilities between levels 0 0  
Net Investment Hedges unrealized translation loss on foreign exchange contracts 277 279  
Net Investment Hedges unrealized loss on change in fair value on foreign exchange contracts 73 97  
Net Investment Hedges realized gains (loss) on settlement on forward exchange contracts 1 CAD 7  
Net Investment Hedges realized gains (loss) on settlement of United States dollar denominated debt 33    
Net Investment Hedges amount of ineffectiveness 0    
Equity investments at carrying value CAD 123   CAD 126
Preference shares | Minimum      
Total loss      
Cumulative dividends based on average yield of Government of Canada bonds, maturity period of bonds 10 years    
Cumulative dividends based on average yield of Government of Canada bonds, spread over reference rate (as a percent) 4.30%    
Preference shares | Maximum      
Total loss      
Cumulative dividends based on average yield of Government of Canada bonds, spread over reference rate (as a percent) 4.40%    
Carrying value      
Total loss      
Long-term debt CAD 38,045   41,530
Carrying value | Preference shares      
Total loss      
Held to maturity preferred share investment 350   344
Total Gross Derivative Instruments      
Total loss      
Long-term debt 39,962   41,045
Total Gross Derivative Instruments | Preference shares      
Total loss      
Held to maturity preferred share investment CAD 580   CAD 580